| Publication | Date of Publication | Type |
|---|
| Extremal index: estimation and resampling | 2024-09-02 | Paper |
| Clustering of extreme values: estimation and application | 2024-06-04 | Paper |
| A crossinggram for random fields on lattices | 2024-01-10 | Paper |
| A new blocks estimator for the extremal index | 2023-10-24 | Paper |
| The stopped clock model | 2022-06-24 | Paper |
| Asymptotic dependence of bivariate maxima | 2022-06-10 | Paper |
| Tail dependence and smoothness of time series | 2021-11-22 | Paper |
| Multivariate medial correlation with applications | 2021-05-07 | Paper |
| Dissecting the multivariate extremal index and tail dependence | 2020-12-29 | Paper |
| pMAX Random Fields | 2020-07-08 | Paper |
| Tail dependence under sample failures | 2020-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5207092 | 2020-01-06 | Paper |
| Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters | 2019-09-17 | Paper |
| A study of the jackknife method in the estimation of the extremal index | 2018-10-10 | Paper |
| An analysis of a heuristic procedure to evaluate tail (in)dependence | 2018-08-28 | Paper |
| Estimating the extremal index through local dependence | 2018-06-29 | Paper |
| Heuristic tools for the estimation of the extremal index: a comparison of methods | 2018-06-15 | Paper |
| Multidimensional extremal dependence coefficients | 2018-01-23 | Paper |
| Estimating multivariate extremal dependence: a new proposal | 2017-02-09 | Paper |
| Estimating the tail index: another algorithmic method | 2015-08-25 | Paper |
| Tail dependence of a Pareto process | 2015-07-08 | Paper |
| Extremes of scale mixtures of multivariate time series | 2015-06-12 | Paper |
| Extremal (in)dependence of a maximum autoregressive process | 2015-05-21 | Paper |
| On the tail index estimation of an autoregressive Pareto process | 2015-05-21 | Paper |
| Nonparametric estimation of the tail-dependence coefficient | 2014-10-15 | Paper |
| Estimation of the parameter of a pARMAX model | 2014-10-15 | Paper |
| On an extreme value version of the Birnbaum-Saunders distribution | 2014-10-13 | Paper |
| Extremal behavior of pMAX processes | 2014-08-08 | Paper |
| On tail dependence: a characterization for first-order max-autoregressive processes | 2014-02-20 | Paper |
| Extremes of multivariate ARMAX processes | 2013-11-28 | Paper |
| On extremal dependence of block vectors | 2013-04-10 | Paper |
| On extremal dependence: some contributions | 2013-02-05 | Paper |
| Parameter estimation and dependence characterization of the MAR(1) process | 2013-01-04 | Paper |
| On the extremal behavior of a Pareto process: an alternative for ARMAX modeling | 2012-06-26 | Paper |
| Fragility index of block tailed vectors | 2012-05-18 | Paper |
| Tail dependence between order statistics | 2012-03-13 | Paper |
| On the penultimate tail behavior of Weibull-type models | 2011-09-14 | Paper |
| Modeling rare events through a \(p\)RARMAX process | 2010-08-19 | Paper |
| Asymptotic and pre-asymptotic tail behavior of a power max-autoregressive model | 2010-08-10 | Paper |
| Tail and dependence behavior of levels that persist for a fixed period of time | 2009-08-08 | Paper |
